Dynamical local models for segmentation and prediction of financial time series

In the analysis and prediction of many real-world time series, the assumption of stationarity is not valid. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We introduce a new model which combines a dynamic switching (controlled by a hidden Markov model) and a non-linear dynamical system. We show how to train this hybrid model in a maximum likelihood approach and evaluate its performance on both synthetic and financial data.

A high efficient biometrics approach for unconstrained iris segmentation and recognition

This dissertation develops an innovative approach towards less-constrained iris biometrics. Two major contributions are made in this research endeavor: (1) Designed an award-winning segmentation algorithm in the less-constrained environment where image acquisition is made of subjects on the move and taken under visible lighting conditions, and (2) Developed a pioneering iris biometrics method coupling segmentation and recognition of the iris based on video of moving persons under different acquisitions scenarios. The first part of the dissertation introduces a robust and fast segmentation approach using still images contained in the UBIRIS (version 2) noisy iris database. The results show accuracy estimated at 98% when using 500 randomly selected images from the UBIRIS.v2 partial database, and estimated at 97% in a Noisy Iris Challenge Evaluation (NICE.I) in an international competition that involved 97 participants worldwide involving 35 countries, ranking this research group in sixth position. This accuracy is achieved with a processing speed nearing real time. The second part of this dissertation presents an innovative segmentation and recognition approach using video-based iris images. Following the segmentation stage which delineates the iris region through a novel segmentation strategy, some pioneering experiments on the recognition stage of the less-constrained video iris biometrics have been accomplished. In the video-based and less-constrained iris recognition, the test or subject iris videos/images and the enrolled iris images are acquired with different acquisition systems. In the matching step, the verification/identification result was accomplished by comparing the similarity distance of encoded signature from test images with each of the signature dataset from the enrolled iris images. With the improvements gained, the results proved to be highly accurate under the unconstrained environment which is more challenging. This has led to a false acceptance rate (FAR) of 0% and a false rejection rate (FRR) of 17.64% for 85 tested users with 305 test images from the video, which shows great promise and high practical implications for iris biometrics research and system design.

Positron emission tomography (PET) tumor segmentation and quantification: Development of new algorithms

Tumor functional volume (FV) and its mean activity concentration (mAC) are the quantities derived from positron emission tomography (PET). These quantities are used for estimating radiation dose for a therapy, evaluating the progression of a disease and also use it as a prognostic indicator for predicting outcome. PET images have low resolution, high noise and affected by partial volume effect (PVE). Manually segmenting each tumor is very cumbersome and very hard to reproduce. To solve the above problem I developed an algorithm, called iterative deconvolution thresholding segmentation (IDTS) algorithm; the algorithm segment the tumor, measures the FV, correct for the PVE and calculates mAC. The algorithm corrects for the PVE without the need to estimate camera's point spread function (PSF); also does not require optimizing for a specific camera. My algorithm was tested in physical phantom studies, where hollow spheres (0.5-16 ml) were used to represent tumors with a homogeneous activity distribution. It was also tested on irregular shaped tumors with a heterogeneous activity profile which were acquired using physical and simulated phantom. The physical phantom studies were performed with different signal to background ratios (SBR) and with different acquisition times (1-5 min). The algorithm was applied on ten clinical data where the results were compared with manual segmentation and fixed percentage thresholding method called T50 and T60 in which 50% and 60% of the maximum intensity respectively is used as threshold. The average error in FV and mAC calculation was 30% and -35% for 0.5 ml tumor. The average error FV and mAC calculation were ~5% for 16 ml tumor. The overall FV error was ∼10% for heterogeneous tumors in physical and simulated phantom data. The FV and mAC error for clinical image compared to manual segmentation was around -17% and 15% respectively. In summary my algorithm has potential to be applied on data acquired from different cameras as its not dependent on knowing the camera's PSF. The algorithm can also improve dose estimation and treatment planning.^

Automatic Glaucoma Detection Based on Optic Disc Segmentation and Texture Feature Extraction

The use of digital image processing techniques is prominent in medical settings for the automatic diagnosis of diseases. Glaucoma is the second leading cause of blindness in the world and it has no cure. Currently, there are treatments to prevent vision loss, but the disease must be detected in the early stages. Thus, the objective of this work is to develop an automatic detection method of Glaucoma in retinal images. The methodology used in the study were: acquisition of image database, Optic Disc segmentation, texture feature extraction in different color models and classification of images in glaucomatous or not. We obtained results of 93% accuracy

Location analysis of city sections: socio-demographic segmentation and restaurant potentiality estimation : a case study of Lisbon

One of the objectives of this study is to perform classification of socio-demographic components for the level of city section in City of Lisbon. In order to accomplish suitable platform for the restaurant potentiality map, the socio-demographic components were selected to produce a map of spatial clusters in accordance to restaurant suitability. Consequently, the second objective is to obtain potentiality map in terms of underestimation and overestimation in number of restaurants. To the best of our knowledge there has not been found identical methodology for the estimation of restaurant potentiality. The results were achieved with combination of SOM (Self-Organized Map) which provides a segmentation map and GAM (Generalized Additive Model) with spatial component for restaurant potentiality. Final results indicate that the highest influence in restaurant potentiality is given to tourist sites, spatial autocorrelation in terms of neighboring restaurants (spatial component), and tax value, where lower importance is given to household with 1 or 2 members and employed population, respectively. In addition, an important conclusion is that the most attractive market sites have shown no change or moderate underestimation in terms of restaurants potentiality.

Positron Emission Tomography (PET) Tumor Segmentation and Quantification: Development of New Algorithms

Tumor functional volume (FV) and its mean activity concentration (mAC) are the quantities derived from positron emission tomography (PET). These quantities are used for estimating radiation dose for a therapy, evaluating the progression of a disease and also use it as a prognostic indicator for predicting outcome. PET images have low resolution, high noise and affected by partial volume effect (PVE). Manually segmenting each tumor is very cumbersome and very hard to reproduce. To solve the above problem I developed an algorithm, called iterative deconvolution thresholding segmentation (IDTS) algorithm; the algorithm segment the tumor, measures the FV, correct for the PVE and calculates mAC. The algorithm corrects for the PVE without the need to estimate camera’s point spread function (PSF); also does not require optimizing for a specific camera. My algorithm was tested in physical phantom studies, where hollow spheres (0.5-16 ml) were used to represent tumors with a homogeneous activity distribution. It was also tested on irregular shaped tumors with a heterogeneous activity profile which were acquired using physical and simulated phantom. The physical phantom studies were performed with different signal to background ratios (SBR) and with different acquisition times (1-5 min). The algorithm was applied on ten clinical data where the results were compared with manual segmentation and fixed percentage thresholding method called T50 and T60 in which 50% and 60% of the maximum intensity respectively is used as threshold. The average error in FV and mAC calculation was 30% and -35% for 0.5 ml tumor. The average error FV and mAC calculation were ~5% for 16 ml tumor. The overall FV error was ~10% for heterogeneous tumors in physical and simulated phantom data. The FV and mAC error for clinical image compared to manual segmentation was around -17% and 15% respectively. In summary my algorithm has potential to be applied on data acquired from different cameras as its not dependent on knowing the camera’s PSF. The algorithm can also improve dose estimation and treatment planning.

Segmentation and kinematics of the North America-Caribbean plate boundary offshore Hispaniola

We explored the submarine portions of the Enriquillo–Plantain Garden Fault zone (EPGFZ) and the Septentrional–Oriente Fault zone (SOFZ) along the Northern Caribbean plate boundary using high-resolution multibeam echo-sounding and shallow seismic reflection. The bathymetric data shed light on poorly documented or previously unknown submarine fault zones running over 200 km between Haiti and Jamaica (EPGFZ) and 300 km between the Dominican Republic and Cuba (SOFZ). The primary plate-boundary structures are a series of strike-slip fault segments associated with pressure ridges, restraining bends, step overs and dogleg offsets indicating very active tectonics. Several distinct segments 50–100 km long cut across pre-existing structures inherited from former tectonic regimes or bypass recent morphologies formed under the current strike-slip regime. Along the most recent trace of the SOFZ, we measured a strike-slip offset of 16.5 km, which indicates steady activity for the past ~1.8 Ma if its current GPS-derived motion of 9.8 ± 2 mm a−1 has remained stable during the entire Quaternary.

Machine Learning methods for hepatocellular malignancies segmentation and MVI prediction

The aim of this thesis project is to automatically localize HCC tumors in the human liver and subsequently predict if the tumor will undergo microvascular infiltration (MVI), the initial stage of metastasis development. The input data for the work have been partially supplied by Sant'Orsola Hospital and partially downloaded from online medical databases. Two Unet models have been implemented for the automatic segmentation of the livers and the HCC malignancies within it. The segmentation models have been evaluated with the Intersection-over-Union and the Dice Coefficient metrics. The outcomes obtained for the liver automatic segmentation are quite good (IOU = 0.82; DC = 0.35); the outcomes obtained for the tumor automatic segmentation (IOU = 0.35; DC = 0.46) are, instead, affected by some limitations: it can be state that the algorithm is almost always able to detect the location of the tumor, but it tends to underestimate its dimensions. The purpose is to achieve the CT images of the HCC tumors, necessary for features extraction. The 14 Haralick features calculated from the 3D-GLCM, the 120 Radiomic features and the patients' clinical information are collected to build a dataset of 153 features. Now, the goal is to build a model able to discriminate, based on the features given, the tumors that will undergo MVI and those that will not. This task can be seen as a classification problem: each tumor needs to be classified either as “MVI positive” or “MVI negative”. Techniques for features selection are implemented to identify the most descriptive features for the problem at hand and then, a set of classification models are trained and compared. Among all, the models with the best performances (around 80-84% ± 8-15%) result to be the XGBoost Classifier, the SDG Classifier and the Logist Regression models (without penalization and with Lasso, Ridge or Elastic Net penalization).

Segmentation model for small and medium size business sector: Case Oy Compaq Computer Ab

Markkinasegmentointi nousi esiin ensi kerran jo 50-luvulla ja se on ollut siitä lähtien yksi markkinoinnin peruskäsitteistä. Suuri osa segmentointia käsittelevästä tutkimuksesta on kuitenkin keskittynyt kuluttajamarkkinoiden segmentointiin yritys- ja teollisuusmarkkinoiden segmentoinnin jäädessä vähemmälle huomiolle. Tämän tutkimuksen tavoitteena on luoda segmentointimalli teollismarkkinoille tietotekniikan tuotteiden ja palveluiden tarjoajan näkökulmasta. Tarkoituksena on selvittää mahdollistavatko case-yrityksen nykyiset asiakastietokannat tehokkaan segmentoinnin, selvittää sopivat segmentointikriteerit sekä arvioida tulisiko tietokantoja kehittää ja kuinka niitä tulisi kehittää tehokkaamman segmentoinnin mahdollistamiseksi. Tarkoitus on luoda yksi malli eri liiketoimintayksiköille yhteisesti. Näin ollen eri yksiköiden tavoitteet tulee ottaa huomioon eturistiriitojen välttämiseksi. Tutkimusmetodologia on tapaustutkimus. Lähteinä tutkimuksessa käytettiin sekundäärisiä lähteitä sekä primäärejä lähteitä kuten case-yrityksen omia tietokantoja sekä haastatteluita. Tutkimuksen lähtökohtana oli tutkimusongelma: Voiko tietokantoihin perustuvaa segmentointia käyttää kannattavaan asiakassuhdejohtamiseen PK-yritys sektorilla? Tavoitteena on luoda segmentointimalli, joka hyödyntää tietokannoissa olevia tietoja tinkimättä kuitenkaan tehokkaan ja kannattavan segmentoinnin ehdoista. Teoriaosa tutkii segmentointia yleensä painottuen kuitenkin teolliseen markkinasegmentointiin. Tarkoituksena on luoda selkeä kuva erilaisista lähestymistavoista aiheeseen ja syventää näkemystä tärkeimpien teorioiden osalta. Tietokantojen analysointi osoitti selviä puutteita asiakastiedoissa. Peruskontaktitiedot löytyvät mutta segmentointia varten tietoa on erittäin rajoitetusti. Tietojen saantia jälleenmyyjiltä ja tukkureilta tulisi parantaa loppuasiakastietojen saannin takia. Segmentointi nykyisten tietojen varassa perustuu lähinnä sekundäärisiin tietoihin kuten toimialaan ja yrityskokoon. Näitäkään tietoja ei ole saatavilla kaikkien tietokannassa olevien yritysten kohdalta.

Motherhood wage penalties and labour market segmentation: Evidence from Argentina

Includes bibliography.

Graph-Based Multi-Surface Segmentation of OCT Data Using Trained Hard and Soft Constraints

Optical coherence tomography (OCT) is a well-established image modality in ophthalmology and used daily in the clinic. Automatic evaluation of such datasets requires an accurate segmentation of the retinal cell layers. However, due to the naturally low signal to noise ratio and the resulting bad image quality, this task remains challenging. We propose an automatic graph-based multi-surface segmentation algorithm that internally uses soft constraints to add prior information from a learned model. This improves the accuracy of the segmentation and increase the robustness to noise. Furthermore, we show that the graph size can be greatly reduced by applying a smart segmentation scheme. This allows the segmentation to be computed in seconds instead of minutes, without deteriorating the segmentation accuracy, making it ideal for a clinical setup. An extensive evaluation on 20 OCT datasets of healthy eyes was performed and showed a mean unsigned segmentation error of 3.05 ±0.54 μm over all datasets when compared to the average observer, which is lower than the inter-observer variability. Similar performance was measured for the task of drusen segmentation, demonstrating the usefulness of using soft constraints as a tool to deal with pathologies.

Volumetric analysis of lung nodules in computed tomography (CT): comparison of two different segmentation algorithm softwares and two different reconstruction filters on automated volume calculation.

BACKGROUND A precise detection of volume change allows for better estimating the biological behavior of the lung nodules. Postprocessing tools with automated detection, segmentation, and volumetric analysis of lung nodules may expedite radiological processes and give additional confidence to the radiologists. PURPOSE To compare two different postprocessing software algorithms (LMS Lung, Median Technologies; LungCARE®, Siemens) in CT volumetric measurement and to analyze the effect of soft (B30) and hard reconstruction filter (B70) on automated volume measurement. MATERIAL AND METHODS Between January 2010 and April 2010, 45 patients with a total of 113 pulmonary nodules were included. The CT exam was performed on a 64-row multidetector CT scanner (Somatom Sensation, Siemens, Erlangen, Germany) with the following parameters: collimation, 24x1.2 mm; pitch, 1.15; voltage, 120 kVp; reference tube current-time, 100 mAs. Automated volumetric measurement of each lung nodule was performed with the two different postprocessing algorithms based on two reconstruction filters (B30 and B70). The average relative volume measurement difference (VME%) and the limits of agreement between two methods were used for comparison. RESULTS At soft reconstruction filters the LMS system produced mean nodule volumes that were 34.1% (P < 0.0001) larger than those by LungCARE® system. The VME% was 42.2% with a limit of agreement between -53.9% and 138.4%.The volume measurement with soft filters (B30) was significantly larger than with hard filters (B70); 11.2% for LMS and 1.6% for LungCARE®, respectively (both with P < 0.05). LMS measured greater volumes with both filters, 13.6% for soft and 3.8% for hard filters, respectively (P < 0.01 and P > 0.05). CONCLUSION There is a substantial inter-software (LMS/LungCARE®) as well as intra-software variability (B30/B70) in lung nodule volume measurement; therefore, it is mandatory to use the same equipment with the same reconstruction filter for the follow-up of lung nodule volume.

Use of SVM Methods with Surface-Based Cortical and Volumetric Subcortical Measurements to Detect Alzheimer`s Disease

Here, we examine morphological changes in cortical thickness of patients with Alzheimer`s disease (AD) using image analysis algorithms for brain structure segmentation and study automatic classification of AD patients using cortical and volumetric data. Cortical thickness of AD patients (n = 14) was measured using MRI cortical surface-based analysis and compared with healthy subjects (n = 20). Data was analyzed using an automated algorithm for tissue segmentation and classification. A Support Vector Machine (SVM) was applied over the volumetric measurements of subcortical and cortical structures to separate AD patients from controls. The group analysis showed cortical thickness reduction in the superior temporal lobe, parahippocampal gyrus, and enthorhinal cortex in both hemispheres. We also found cortical thinning in the isthmus of cingulate gyrus and middle temporal gyrus at the right hemisphere, as well as a reduction of the cortical mantle in areas previously shown to be associated with AD. We also confirmed that automatic classification algorithms (SVM) could be helpful to distinguish AD patients from healthy controls. Moreover, the same areas implicated in the pathogenesis of AD were the main parameters driving the classification algorithm. While the patient sample used in this study was relatively small, we expect that using a database of regional volumes derived from MRI scans of a large number of subjects will increase the SVM power of AD patient identification.